Market terminal

Three mirrored heuristics use completed 15-minute high, low and close values. Range breakout: close 0.10 ATR beyond the prior 20-bar edge; the entry band is 0.10–0.35 ATR beyond it, with failure 0.50 ATR back inside. Sweep and reclaim: cross the edge by 0.10 ATR, then close at least 0.10 ATR back inside; the entry band extends 0.25 ATR from the edge. Trend pullback and reclaim: a prior impulse of at least 1 ATR, a pullback at least 0.50 ATR from the swing, then a close 0.10 ATR through the prior bar’s edge; the entry band extends 0.10–0.35 ATR beyond that edge. ATR14 uses bars before the trigger. LONG and SHORT rules are mirrored.

Only a false-to-true structural trigger starts a plan. A newer trigger can replace an open plan of the same family and side. Each trigger needs 10M quote turnover in the preceding 288 closed 5-minute bars and 50K in its 15-minute candle. A later closed 5-minute candle must enter and close inside the frozen band before LONG or SHORT is recorded; failure wins if one candle touches both. Waiting plans expire after 60 minutes and confirmed entry windows last at most 15 minutes. An existing partial 1-minute failure touch only holds the current check at WAIT until that 5-minute candle closes.

Event times are replayed from in-memory closed candles. “First qualified” is the confirming candle close, not when the server first observed or displayed it. Missing candles are never bridged; repaired history may be recalculated. Current price, ticker, open interest and funding do not decide historical direction. Thresholds are heuristics, not a proven trading edge.